Key points in Nightmare, Nyx, and Kazimir's lives:
Nightmare finds the twins' mom somewhere in the human world, riddled with negative emotions. Like a moth to a flame, he's drawn to her
He ends up taking her back with him, because he feeds off her negativity and enjoys trying to scare her. Not once does it work though. This woman doesn't fear him for even a single second, somehow
He's intrigued by this and tries even harder to be scary and get a reaction from her, still to no avail
A bunch of time passes, they fall in love, yada yada yada, you get the gist
For a couple years, everything is great. They have this near perfect life and their own little family, Nightmare's stopped terrorizing innocent people and AUs as much, things are peaceful
Then when she doesn't come home one day, he goes looking for her and finds her dead somewhere with a huge injury that likely came from being impaled
It's implied that Shattered Dream did this to her, purely out of spite since he hates Nightmare
He goes into mourning and is left to raise the twins on his own. He becomes cold and distant to his staff, and everything that belonged to his now dead wife is locked away in a room, out of sight, out of mind
It's not long before he goes back to terrorizing people and AUs again, doing exactly what he was doing before
Consumed by grief, he takes his frustrations out on the people around him and bottles up his sadness and loneliness. It becomes forbidden to ever talk about her, because it's far too painful for him
The twins start growing up and becoming more independent. Nyx's first boyfriend? Not someone he was very fond of
Nyx begins her involvement with Killer, all while Kazimir is making googoo eyes at Dust in the background
Things are fine for a while, but then Killer begins attempting to seduce Nightmare. Night held his ground and stood firm as long as he could, but it'd been so long since someone made him feel loved or special that he just kinda,, caved
Nyx discovers what happened and after she threw Killer to the curb, she got into a huge fight with Nightmare. This led to her moving out and starting her rule as queen of another kingdom named "Regoria" (which in turn led to her meeting Connie)
It took a while, but they very awkwardly tried patching up their relationship. As it turns out, neither of them can stay upset with the other for very long
Nightmare recruits Kali. Kali pisses him off so bad that he basically tells Nyx to take her, since he doesn't wanna deal with her anymore. Nyx takes Kali back to her castle, and a little while later, Kali has made a full 180° and now follows the princess's every order
This is also around the time when 406 became pregnant and ran away with Cross. They went to Nyx for help, and she took them in for a short while
She had 406 and Cross go back with Dream, while 406's baby was adopted out to one of her staff
Kazimir breaks things off with Dust and now he's staying with Nyx in her castle. Kazimir may or may not already be eyeballing Val
Another interesting thing that seems unrelated at first glance: it's implied that Shattered Dream killed Nyx and Kazimir's mom. Years later when Othni's completely obsessed with the concept of getting to be in Connie's aura of positivity again, it's implied that he killed Shattered Dream. By the way he's talked about Nyx, he makes it sound like he's familiar with her, and even genuinely respects her, although he never really said why
It's almost as if he did some poking around, found out what happened to her mom, and then decided to take matters into his own hands, because Shattered hadn't yet gotten what Othni (and Nightmare, if he knew who killed his late wife) felt he deserved